+373.4%
APLD vs MS
+178.0%
+195.4%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +0.3% | +1.5% | +1.5% |
| 7D | +4.1% | +1.4% | +2.7% | +2.4% |
| 30D | -11.7% | -0.3% | -11.5% | -11.6% |
| 3M | -40.3% | +0.3% | -40.6% | -40.0% |
| 6M | -8.0% | +31.3% | -39.3% | -32.7% |
| YTD | +7.5% | +24.7% | -17.1% | -17.2% |
| 1Y | +84.0% | +47.9% | +36.1% | +16.5% |
| All | +373.4% | +178.0% | +195.4% | +41.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MS.
Daily Out/Under-Performance
Portfolio return minus MS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MS return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded MS wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling